QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <adaptedpathpayoff.hpp>
Classes | |
class | ValuationData |
Public Member Functions | |
void | value (const Matrix &path, const std::vector< Handle< YieldTermStructure > > &forwardTermStructures, Array &payments, Array &exercises, std::vector< Array > &states) const override |
Public Member Functions inherited from PathPayoff | |
virtual | ~PathPayoff ()=default |
virtual std::string | name () const =0 |
virtual std::string | description () const =0 |
virtual Size | basisSystemDimension () const =0 |
virtual void | accept (AcyclicVisitor &) |
Protected Member Functions | |
virtual void | operator() (ValuationData &data) const =0 |
Definition at line 31 of file adaptedpathpayoff.hpp.
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overridevirtual |
Implements PathPayoff.
Definition at line 87 of file adaptedpathpayoff.cpp.
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protectedpure virtual |